Anic Equity¶

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Total return since start: 0.712 %¶

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Equity now: -----------------------------> 52288.55 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48147.83 Kr¶

PnL: ---------------------------------------> -784.17 Kr¶

DD now: ---------------------------------> -1.566 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 09:17:51.982853'

Anic Portfolio¶

Today¶

Return: 0.043 %¶

This Week¶

Return: -0.053 %¶

Total portfolio value¶

Return including deposits: 71.179 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 0.000000 2365.000000 176.000000 8.040000 2189.000000
Svolder B 35 -0.990000 2283.750000 104.750000 4.810000 2179.000005
Embracer Group B 26 5.780000 758.550000 96.550000 14.580000 661.999988
BHG Group 49 2.470000 710.500000 71.500000 11.190000 638.999984
Vitrolife 3 0.500000 727.800000 50.800000 7.500000 677.000001
Xvivo Perfusion 3 0.170000 882.000000 37.000000 4.380000 845.000001
Biotage 4 0.760000 637.600000 34.600000 5.740000 603.000000
SynAct Pharma 9 1.360000 670.500000 25.500000 3.950000 645.000003
Addnode Group B 6 0.940000 774.000000 22.000000 2.930000 751.999998
Humana 40 0.230000 693.600000 19.600000 2.910000 674.000000
Eastnine 6 0.000000 673.200000 16.200000 2.470000 657.000000
Addtech B 3 0.080000 709.800000 9.800000 1.400000 699.999999
Profoto Holding 7 0.000000 588.000000 6.000000 1.030000 581.999999
Sdiptech B 3 0.220000 826.800000 4.800000 0.580000 822.000000
Latour B 2 0.090000 445.400000 -3.600000 -0.800000 449.000000
Volati 5 -0.870000 567.000000 -7.000000 -1.220000 574.000000
Sampo Oyj SDB 1 0.300000 496.000000 -9.000000 -1.780000 505.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Investor B 3 -0.230000 645.900000 -12.100000 -1.840000 657.999999
NCC B 7 -0.760000 640.500000 -13.500000 -2.060000 653.999997
Fortnox 10 0.490000 652.000000 -16.000000 -2.400000 668.000000
BONESUPPORT HOLDING 10 -0.580000 1207.000000 -17.000000 -1.390000 1224.000000
Nolato B 12 0.570000 630.600000 -17.400000 -2.690000 648.000000
Indutrade 5 0.040000 1299.500000 -20.500000 -1.550000 1320.000000
SCA A 4 -1.770000 576.000000 -23.000000 -3.840000 599.000000
Gaming Innovation Group 161 0.000000 4153.800000 -34.200000 -0.820000 4187.999942
Lime Technologies 2 0.000000 558.000000 -35.000000 -5.900000 593.000000
Sedana Medical 135 0.130000 4295.700000 -35.300000 -0.820000 4330.999935
Balco Group 39 0.000000 1821.300000 -53.700000 -2.860000 1874.999997
Creades A 7 0.440000 553.700000 -57.300000 -9.380000 610.999998
Ambea 68 0.500000 2477.920000 -59.080000 -2.330000 2537.000032
Lundin Gold 7 -0.960000 869.400000 -104.600000 -10.740000 973.999999
Investor A 16 -0.050000 3440.000000 -105.000000 -2.960000 3545.000000
New Wave B 40 0.050000 3747.200000 -168.800000 -4.310000 3916.000000
Wästbygg Gruppen B 80 0.000000 2584.000000 -287.000000 -10.000000 2871.000000
Bactiguard Holding B 37 0.000000 2630.700000 -336.300000 -11.330000 2966.999993
TOTAL 48181.920000 -750.080000 -1.51187% 48931.999868

Updated:¶

'2023-06-16 09:17:18.371606'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶